A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 477, doi. 10.1111/j.1467-9965.2007.00312.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2007 AND VI 17 AND IP 4
Results: 6
1
2
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 487, doi. 10.1111/j.1467-9965.2007.00313.x
- By:
- Publication type:
- Article
3
THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 503, doi. 10.1111/j.1467-9965.2007.00314.x
- By:
- Publication type:
- Article
4
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 575, doi. 10.1111/j.1467-9965.2007.00316.x
- By:
- Publication type:
- Article
5
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 599, doi. 10.1111/j.1467-9965.2007.00317.x
- By:
- Publication type:
- Article
6
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 4, p. 541, doi. 10.1111/j.1467-9965.2007.00315.x
- By:
- Publication type:
- Article